Isotonic L₂-projection test for local monotonicity of a hazard

DOI10.1016/J.JSPI.2012.02.004MaRDI QIDQ419258zbMATH OpenOpenAlexFDO

Authors Piet Groeneboom, Geurt Jongbloed

Publication date 18 May 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1101.3306

zbMATH Keywords

bootstrapfailure ratenonparametric testing

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Testing in survival analysis and censored data (62N03) Reliability and life testing (62N05)

Abstract: We introduce a new test statistic for testing the null hypothesis that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. It is based on a comparison of the empirical distribution function with an isotonic estimate, using the restriction that the hazard is increasing, and measures the excursions of the empirical distribution above the isotonic estimate, due to local non-monotonicity. It is proved in the companion paper Groeneboom and Jongbloed (2011a) that the test statistic is asymptotically normal if the hazard is strictly increasing on the interval [0,a] and certain regularity conditions are satisfied. We discuss a bootstrap method for computing the critical values and compare the test, thus obtained, with other proposals in a simulation study.

Recommendations

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• Testing for monotone increasing hazard rate
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Cites work

• Asymptotically minimax estimation of concave and convex distribution functions
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• scientific article; zbMATH DE number 3390139 (Why is no real title available?)
• Nonparametric testing for a monotone hazard function via normalized spacings
• Testing for monotone increasing hazard rate
• Testing monotonicity of a hazard: asymptotic distribution theory
• Testing strict monotonicity in nonparametric regression

Cited in

(14)

• Refinements of the Kiefer-Wolfowitz theorem and a test of concavity
• Testing departures from the increasing hazard rate property
• Properties of increasing odds rate distributions with a statistical application
• Testing convexity of the generalised hazard function
• Testing monotonicity of a hazard: asymptotic distribution theory
• Testing monotonicity via local least concave majorants
• Testing for monotone increasing hazard rate
• Nonparametric testing for a monotone hazard function via normalized spacings
• Transform orders and stochastic monotonicity of statistical functionals
• Nonparametric inference about increasing odds rate distributions
• Nonparametric inference for NBUE distributions based on the TTT transform
• Confidence intervals in monotone regression
• A new class of tests for convex-ordered families based on expected order statistics
• Estimation of a decreasing hazard of patients with acute coronary syndrome

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